More than once I told them, "I'm going to work for a competitor. Why the heck should I tell you what's causing people here to leave? I might want to hire one or two of them!"
Well, what's the harm?
Either they improve in which case there is now an extra great company to work for. Or (more likely), they won't.
Only exception for me is when I expect feedback not to be taken as the gift it is.